text: """
  This module implements a framework to backtest strategies.
  """
  
  from quantfin.utils import ListEnum
  
  
  class RebalanceFrequency(ListEnum):
      """List of available rebalance frequencies."""
  
      B = "Business Day"
      W = "Weekly"
      SMS = "Semi-Month Start"
      M = "Month End"
      BMS = "Business Month Start"
      BM = "Business Month End"
      BQ = "Business Quarter End"
      BQS = "Business Quarter Start"
      BY = "Business Year End"
      BYS = "Business Year Start"
  
  
  # class Backtest:
  #     """Class to perform a backtest."""
  
  #     def __init__(
  #         self,
  #         optimization_problem: OptimizationModel,
  #         investment_universe: InvestmentUniverse,
  #         start_date: Union[str, pd.Timestamp, date] = str(
  #             (pd.Timestamp.today() - pd.DateOffset(years=1)).date()
  #         ),
  #         end_date: Union[str, pd.Timestamp, date] = str(pd.Timestamp.today().date()),
  #         learning_period: Union[pd.DateOffset, pd.Timedelta] = pd.DateOffset(
  #             years=2, months=0, weeks=0, days=0
  #         ),
  #         rebalance_freq: Optional[str] = None,
  #         num_rebalancements: Optional[int] = None,
  #         rebalance_dates: Optional[Union[List[pd.Timestamp], pd.DatetimeIndex]] = None,
  #     ) -> None:
  #         """Initialize the backtest object by specifying
  #         a portfolio optimization problem and an investment universe.
  #         The default start_date for the backtest is 1 year ago and the default end_date is today.
  #         Either specify a rebalance frequency or a number of rebalancements, otherwise the default
  #         rebalance frequency is at the beginning of each month.
  #         The default learning period is 2 years.
  #         """
  #         self.optimization_problem = optimization_problem
  #         self.investment_universe = investment_universe
  #         self.start_date = start_date
  #         self.end_date = end_date
  #         self.learning_period = learning_period
  #         self.rebalance_freq = rebalance_freq
  #         self.num_rebalancements = num_rebalancements
  #         if not self.rebalance_freq and not self.num_rebalancements:
  #             self.rebalance_freq = RebalanceFrequency.BMS.name
  #         if self.rebalance_freq:
  #             self.rebalance_dates = rebalance_dates or pd.date_range(
  #                 self.start_date, self.end_date, freq=self.rebalance_freq
  #             )
  #         if self.num_rebalancements:
  #             self.rebalance_dates = rebalance_dates or pd.date_range(
  #                 self.start_date, self.end_date, periods=self.num_rebalancements
  #             )
  
  #     def _set_backtest_universe(self) -> None:
  #         self.investment_universe.get_returns(
  #             start=(self.start_date - self.learning_period), end=self.end_date
  #         )
  
  #     def run(self) -> None:
  #         """Run the backtest."""
  #         for date in self.rebalance_dates:
  #             print(date.date())
  